CME Euro FX Future March 2008


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 1.3935 1.3936 0.0001 0.0% 1.3673
High 1.3950 1.3940 -0.0010 -0.1% 1.3820
Low 1.3935 1.3940 0.0005 0.0% 1.3673
Close 1.3961 1.3936 -0.0025 -0.2% 1.3818
Range 0.0015 0.0000 -0.0015 -100.0% 0.0147
ATR 0.0043 0.0041 -0.0002 -3.6% 0.0000
Volume 278 20 -258 -92.8% 66
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.3939 1.3937 1.3936
R3 1.3939 1.3937 1.3936
R2 1.3939 1.3939 1.3936
R1 1.3937 1.3937 1.3936 1.3936
PP 1.3939 1.3939 1.3939 1.3938
S1 1.3937 1.3937 1.3936 1.3936
S2 1.3939 1.3939 1.3936
S3 1.3939 1.3937 1.3936
S4 1.3939 1.3937 1.3936
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 1.4211 1.4162 1.3899
R3 1.4064 1.4015 1.3858
R2 1.3917 1.3917 1.3845
R1 1.3868 1.3868 1.3831 1.3893
PP 1.3770 1.3770 1.3770 1.3783
S1 1.3721 1.3721 1.3805 1.3746
S2 1.3623 1.3623 1.3791
S3 1.3476 1.3574 1.3778
S4 1.3329 1.3427 1.3737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3950 1.3820 0.0130 0.9% 0.0003 0.0% 89% False False 65
10 1.3950 1.3671 0.0279 2.0% 0.0005 0.0% 95% False False 40
20 1.3950 1.3464 0.0486 3.5% 0.0003 0.0% 97% False False 25
40 1.3950 1.3464 0.0486 3.5% 0.0001 0.0% 97% False False 15
60 1.3950 1.3464 0.0486 3.5% 0.0001 0.0% 97% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3940
2.618 1.3940
1.618 1.3940
1.000 1.3940
0.618 1.3940
HIGH 1.3940
0.618 1.3940
0.500 1.3940
0.382 1.3940
LOW 1.3940
0.618 1.3940
1.000 1.3940
1.618 1.3940
2.618 1.3940
4.250 1.3940
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 1.3940 1.3929
PP 1.3939 1.3923
S1 1.3937 1.3916

These figures are updated between 7pm and 10pm EST after a trading day.

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